Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Rough volatility: fact or artefact? - MaRDI portal

Rough volatility: fact or artefact?

From MaRDI portal

Publication:6394732

Jump to:navigation, search

DOI10.1007/s13571-024-00322-2arXiv2203.13820MaRDI QIDQ6394732

Rama Cont, Purba Das

Publication date: 24 March 2022

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Non-Markovian processes: hypothesis testing (62M07)

This page was built for publication: Rough volatility: fact or artefact?

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6394732&oldid=36044288"